+163.4%
AEIS vs IAG
+655.1%
-491.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.1% |
| 7D | +23.2% | -2.1% | +25.3% | +23.8% |
| 30D | -17.0% | -6.2% | -10.8% | -16.0% |
| 3M | -32.2% | -5.1% | -27.0% | -31.7% |
| 6M | -32.6% | -10.0% | -22.6% | -32.0% |
| YTD | +9.4% | +3.9% | +5.4% | +6.7% |
| 1Y | +7.7% | +18.9% | -11.2% | +2.7% |
| All | +163.4% | +655.1% | -491.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling